It sounds like you've got a good idea of what you want to do already! I'd really recommend finding a good trainer who's got a few titles on a dog to take classes from. It's really invaluable to have someone around who can tell you what a judge will be looking for and how to fix any problems you might have.
How you find shows depends on what organization you want to show in. AKC, APDT, and UKC are the most common in my area. All three require that your dog be registered with them before you enter a show. You get registered by going to the website and filling out the appropriate form (if you're having trouble, I can dig the forms out of the websites for you-just let me know which one you want
). Once you're registered, you can find listings for shows on the websites as well. Then you just fill out the entry, send it in, and try not to panic until the show's over,
!
I know lots of dogs that do obedience and rally at the same time, myself included . . . er, Piper and Maus included? I personally use rally exercises as a way to prep for regular obedience, but rally is a lot of fun all on its own. I'm a little fuzzy on what you mean by your last question. Once you get your three qualifying scores (Q's), you can move up to the next level whenever you feel you're ready. As far as "when you're ready," well, that's up to you and your dog. I like to be 95% sure I'll Q before I enter because it costs money to show, but I also know people who will enter a dog in a show not expecting to Q just for the experience.
Hope that helps!